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Biometrika 1991 78(2):271-280; doi:10.1093/biomet/78.2.271
© 1991 by Biometrika Trust
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Optimal surveillance

MARIANNE FRISÉN1 and JACQUES DE MARÉ2

1Department of Statistics, University of Göteborg S-411 25 Göteborg, Sweden
2Department of Mathematics, Chalmers University of Technology S-41296 Göteborg, Sweden

Continual surveillance to detect some event is of interest in quite different situations in industry, medicine, economics and other fields. A general method with an optimality property is described. The implications of the method for some different situations are derived. Some commonly used methods turn out to be special cases.

Key Words: Cusum • Optimality • Power one test • Quality control • Shewhart test • Warning system


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